Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Single-Family Quality Control Sampling, Analytics, & Reporting (QCSAR) is seeking an experienced, self-motivated, and results-driven quantitative risk analytics tech lead who will serve as a key ...
Single-Family Quality Control Sampling, Analytics, & Reporting (QCSAR) is seeking an experienced, self-motivated, and results-driven quantitative risk analytics tech lead who will serve as a key ...
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
Market Risk Senior Analyst
Coppell, TX · On-site
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
Market Risk Senior Analyst
Coppell, TX · On-site
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
Market Risk Senior Analyst
Coppell, TX · On-site
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
Market Risk Senior Analyst
Coppell, TX · On-site
FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...
Program Risk Analyst
Dallas, TX · On-site
Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...
Program Risk Analyst
Dallas, TX · On-site
Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...
Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...
Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...
Program Risk Analyst
Dallas, TX · On-site +1
$85K - $100K/yr
Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...
Program Risk Analyst
Dallas, TX · On-site +1
$85K - $100K/yr
Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...
Model Risk Analyst
Dallas, TX · On-site
A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...
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Model Risk Analyst
Dallas, TX · On-site
A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...
Model Risk Analyst
Dallas, TX · On-site
A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...
Model Risk Analyst
Dallas, TX · On-site
A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...
Model Risk Analyst
Dallas, TX · Hybrid
A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...
Model Risk Analyst
Dallas, TX · Hybrid
A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...
This role requires deep expertise in consumer credit risk analytics and is ideal for a hands-on leader who combines strong quantitative capabilities with capital markets fluency and executive-level ...
Quick apply
Apply Early
This role requires deep expertise in consumer credit risk analytics and is ideal for a hands-on leader who combines strong quantitative capabilities with capital markets fluency and executive-level ...
Apply Early
This role requires deep expertise in consumer credit risk analytics and is ideal for a hands-on leader who combines strong quantitative capabilities with capital markets fluency and executive-level ...
This role requires deep expertise in consumer credit risk analytics and is ideal for a hands-on leader who combines strong quantitative capabilities with capital markets fluency and executive-level ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
New
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
New
We're building a new quantitative research team focused on pricing, market-making, and risk models for prediction markets. This is a highly hands-on role for someone who can operate end-to-end: data ...
Quick apply
We're building a new quantitative research team focused on pricing, market-making, and risk models for prediction markets. This is a highly hands-on role for someone who can operate end-to-end: data ...
Quantitative Researcher - Prediction Markets, Quant Trading
Dallas, TX · On-site +1
$100K - $150K/yr
We're building a new quantitative research team focused on pricing, market-making, and risk models for prediction markets. This is a highly hands-on role for someone who can operate end-to-end: data ...
Quantitative Researcher - Prediction Markets, Quant Trading
Dallas, TX · On-site +1
$100K - $150K/yr
We're building a new quantitative research team focused on pricing, market-making, and risk models for prediction markets. This is a highly hands-on role for someone who can operate end-to-end: data ...
Quantitative Risk information
See Dallas, TX salary details
$38K is the 25th percentile. Wages below this are outliers.
$30.7K - $41K
35% of jobs
$41K - $51.4K
0% of jobs
$51.4K - $61.7K
0% of jobs
$61.7K - $72K
0% of jobs
$72K - $82.4K
0% of jobs
$82.4K - $92.7K
0% of jobs
$92.7K - $103.1K
9% of jobs
The median wage is $105K / yr.
$103.1K - $113.4K
29% of jobs
$114.7K is the 75th percentile. Wages above this are outliers.
$113.4K - $123.7K
10% of jobs
$123.7K - $134.1K
8% of jobs
$134.1K - $144.4K
8% of jobs
$30.7K
$89.6K
$144.4K
How much do quantitative risk jobs pay per year?
As of Jul 5, 2026, the average yearly pay for quantitative risk in Dallas, TX is $89,604.00, according to ZipRecruiter salary data. Most workers in this role earn between $34,600.00 and $117,700.00 per year, depending on experience, location, and employer.
How do Quantitative Risk professionals typically collaborate with other departments within a financial institution?
Quantitative Risk professionals frequently work with various teams such as trading, portfolio management, compliance, and IT. This collaboration helps ensure that risk models accurately reflect real-world exposures and regulatory standards. Effective communication is key, as Quantitative Risk staff must translate complex data and models into actionable insights for non-technical stakeholders. Regular cross-departmental meetings and project-based collaborations are common, promoting a dynamic and integrated work environment.
What is the difference between Quantitative Risk vs Quantitative Analyst?
| Aspect | Quantitative Risk | Quantitative Analyst |
|---|---|---|
| Primary Focus | Assessing and managing financial risks using quantitative methods | Developing models and strategies to analyze financial data and inform investment decisions |
| Required Credentials | Often requires risk management certifications (FRM, PRM), advanced degrees in finance, mathematics, or statistics | Typically requires degrees in finance, economics, mathematics, or related fields; certifications like CFA may be common |
| Work Environment | Financial institutions, risk management departments, banks | Investment firms, hedge funds, banks, financial services companies |
Quantitative Risk professionals focus on identifying and mitigating financial risks through specialized models, while Quantitative Analysts develop analytical models to support trading, investment, and financial decision-making. Both roles require strong quantitative skills and often similar educational backgrounds, but their core objectives differ: risk management versus financial analysis and strategy development.
What is a Quantitative Risk Analyst?
A Quantitative Risk Analyst is a finance professional who uses mathematical models and statistical techniques to assess and manage financial risks for organizations, particularly in banking, investment, and insurance sectors. They analyze data, develop risk models, and help companies make informed decisions to minimize potential losses. Their work involves programming, data analysis, and communicating complex risk scenarios to stakeholders. Quantitative Risk Analysts play a crucial role in ensuring that organizations remain financially stable and compliant with regulatory requirements.
What are the key skills and qualifications needed to thrive as a Quantitative Risk Analyst, and why are they important?
To thrive as a Quantitative Risk Analyst, you need strong analytical skills, expertise in statistics and mathematics, and a relevant degree such as finance, mathematics, or engineering. Familiarity with statistical software (such as R, Python, or SAS), risk modeling tools, and industry certifications like FRM or CFA is highly valued. Excellent problem-solving abilities, attention to detail, and effective communication skills help you interpret complex data and convey insights to stakeholders. These competencies are crucial for accurately assessing risk, supporting strategic decisions, and ensuring the financial stability of organizations.
What are the most commonly searched types of Quantitative Risk jobs in Dallas, TX? The most popular types of Quantitative Risk jobs in Dallas, TX are:
What are popular job titles related to Quantitative Risk jobs in Dallas, TX? For Quantitative Risk jobs in Dallas, TX, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk jobs in Dallas, TX look for? The top searched job categories for Quantitative Risk jobs in Dallas, TX are:
Engineering - Dallas - Associate, Quantitative Engineering - 033664
Dallas, TX • On-site
Other
Posted 8 days ago
Goldman Sachs rating
8.2
Based on 26 frontline employees who took The Breakroom Quiz
39th of 144 rated banks
Job description
Job Duties: Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process.
Job Requirements: Master's degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role OR Bachelor's degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research or related quantitative field and two (2) years of experience in job offered or a related quantitative engineering role. Prior experience must include one (1) year of experience (with a Master's degree) OR two (2) years of experience (with a Bachelor's degree) with 5 of the 7 following skills: C++, Java, or Python; developing probability and pricing models utilizing financial mathematics principles, including stochastic calculus, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability, or random processes; quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms; performing risk management or scenario-based analysis; developing quantitative risk analytics, including factor models; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; and statistics and data driven performance analysis, including Linear Regression or Time Series Analysis to measure performance.
The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.
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About Goldman Sachs
Sourced by ZipRecruiter
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.
Industry
Finance and insurance
Company size
10,000+ Employees
Headquarters location
New York, NY, US
Year founded
1869